+678.3%
DELL vs SAN
+343.8%
+334.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +8.7% | -0.5% | +9.2% | +9.0% |
| 30D | +16.9% | -0.1% | +17.0% | +17.1% |
| 3M | +40.4% | +19.6% | +20.8% | +31.0% |
| 6M | +267.1% | +32.7% | +234.4% | +226.8% |
| YTD | +329.1% | +26.7% | +302.4% | +284.9% |
| 1Y | +346.9% | +51.6% | +295.3% | +270.3% |
| All | +678.3% | +343.8% | +334.5% | +360.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling